+121.6%
KRE vs CCI
+20.8%
+100.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -1.4% | -4.4% | +3.0% | -0.1% |
| 30D | -3.9% | +0.3% | -4.2% | -4.1% |
| 3M | +3.6% | -20.0% | +23.6% | +10.6% |
| 6M | +15.4% | -14.5% | +29.9% | +20.2% |
| YTD | +15.2% | -14.9% | +30.1% | +19.6% |
| 1Y | +16.5% | -17.7% | +34.1% | +21.9% |
| 3Y | +85.2% | -12.4% | +97.5% | +84.2% |
| 5Y | +33.1% | -50.1% | +83.2% | +59.6% |
| All | +121.6% | +20.8% | +100.9% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling